Messi is unpset about press criticism of the national team's form.
Southgate's time in charge of the national side comes to an end on Tuesday.
England and Scotland look set to be punished by world football's governing body.
Southgate is in interim charge after Sam Allardyce was dismissed.
Southgate replaced Sam Allardyce as England manager.
Rooney was told he could play wherever he wanted against Slovakia.
Rashford's team mate Jesse Lingard is also in the squad.
A Russian protest group is challenging its country's right to host the 2018 FIFA World Cup.